A local TV station covered the event.
A 14-year-old schoolgirl was charged on Wednesday with multiple counts of murder after being accused of starting the fire.
The girl denied starting the fire, the AFP news agency quoted a source in court as saying.
The case was held in camera at the High Court in Nairobi because she is a minor.
The nine girls who died were burnt beyond recognition, and were identified through DNA analysis, AFP reported.
Source: BBC Africa